5%的VaR及95%的VaR都是同樣概念嗎?

NO.PZ2015121801000032

问题如下：

If a company has a one-day 5% Value at Risk of $1 million, this means:

选项：

5% of the time the firm is expected to lose at least $1 million in one day.

95% of the time the firm is expected to lose at least $1 million in one day.

5% of the time the firm is expected to lose no more than $1 million in one day.

解释：

A is correct.

The VaR measure indicates the probability of a loss of at least a certain level in a time period.

題目給的5%VaR有沒有可能就是公司有5%的機率損失上限是1M，有95%的機率損失最少1M?

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